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Computed a column using a formula (formula does't involve any log functions, just a group by with .sum()), but as expected this column would result in infinite/exponential values like below:

-inf
 nan
 inf
-3.000e+32
 7.3297+23 ...etc (similar data)

My doubt is how should I handle this column as I could also not avoid this column for prediction for a binary classification problem. What are the techniques to use before using this column in model classifier.

Thanks!

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Depends a bit on the model you are going to run. I will explain a bit for Linear Models and for Decision trees ensembling (gradient boosting and random forest)

Decision tree

Not much to do, when the tree is built each branch will choose a split. If there is any information gain with a large value, it will choose it and make a split.

Some implementations, as catboost have a quantization in it. The split could be done eventually in something like 95% quantile and that will work with large values.

Generalized Linear Models

You will need to change this. My suggestion is creating a feature based in the values of the column (if df.col1> 9999: 1 else 0). And then Winsorizing by a certain threshold.

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  • $\begingroup$ Thanks for the answer @Carlos Mougan! If I'm going to start with Logistic Regression, once I do this if df.col1> 9999: 1 else 0, that feature column would have 0's or 1's, how can I decide on the limits for winsorizing as per docs $\endgroup$
    – omdurg
    May 18 '20 at 9:35
  • $\begingroup$ It's a parameters, you can optimize parameters in Cross Validation or if you are not sure how to create a custom pipeline and crossvalidate with it, you can just try and error. There is not much theory behind this, it is just experimental. $\endgroup$ May 18 '20 at 9:38
  • $\begingroup$ Done! @Carlos Mougan, thanks! $\endgroup$
    – omdurg
    May 18 '20 at 9:43

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